| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
5144 |
3672 |
1472 |
|
| Total # of Open Trades |
1 |
0 |
1 |
|
| Number Winning Trades |
1989 |
1449 |
540 |
|
| Number Losing Trades |
3155 |
2223 |
932 |
|
| % Profitable |
38.67% |
39.46% |
36.68% |
|
| Avg Trade (win & loss) |
$ 4.15 |
$ 4.15 |
$ 4.14 |
|
| Average Winning Trade |
$ 94.05 |
$ 102.32 |
$ 71.84 |
|
| Average Losing Trade |
-$ 52.52 |
-$ 59.83 |
-$ 35.08 |
|
| Ratio Avg Win / Avg Loss |
1.790620269 |
1.710103755 |
2.047836887 |
|
| Largest Winning Trade |
$1 328.67 |
$1 328.67 |
$ 622.42 |
|
| Largest Losing Trade |
-$1 210.08 |
-$1 210.08 |
-$ 376.33 |
|
| Avg # Bars in All Trades |
39.2 |
45.7 |
23.2 |
|
| Avg # Bars in Winning Trades |
67.9 |
79.7 |
36.2 |
|
| Avg # Bars in Losing Trades |
21.2 |
23.5 |
15.7 |
|
| Avg # Bars in Even Trades |
n/a |
n/a |
n/a |
|
| Avg # Bars Between All Trades |
20 |
36.9 |
181.2 |
|
| Avg # Bars Between Winning
Trades |
17.2 |
36.2 |
176 |
|
| Avg # Bars Between Losing
Trades |
17.3 |
36.3 |
178.8 |
|
| Avg # Bars Between Even Trades |
n/a |
n/a |
n/a |
|
|
| Outliers |
|
|
|
Total |
Positive |
Negative |
|
| 1 Std. Deviation of Avg. Trade |
$ 111.55 |
$ 115.69 |
$ 59.54 |
|
| Avg. Trade +1 Std. Deviation |
$ 115.70 |
$ 209.73 |
$ 7.02 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 107.40 |
-$ 21.64 |
-$ 112.07 |
|
| Number of Outliers |
499 |
234 |
265 |
|
| Outlier Profit/Loss |
$31 651.33 |
$80 420.03 |
-$48 768.70 |
|
|
| Run-up/Drawdown |
|
|
|
Run-up |
Drawdown |
|
| Max Value |
$1 329.96 |
-$1 316.29 |
|
| Max Value Date |
07/04/2020 |
07/04/2025 |
|
| Avg Value |
$ 82.97 |
-$ 48.72 |
|
| Max Value (%) |
8.09% |
-6.78% |
|
| Max Value (%) Date |
03/04/2020 |
06/03/2020 |
|
| Avg Value (%) |
0.55% |
-0.32% |
|
| 1 Std. Deviation |
$ 110.00 |
$ 59.60 |
|
| Avg. Trade +1 Std. Deviation |
$ 192.97 |
$ 10.88 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 27.04 |
-$ 108.33 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
2.194633988 |
|
| Confidence Limits |
0.971810255 |
|
| Strategy ME |
$ 4.15 |
|
| Max Consec. Winners |
13 |
|
| Max Consec. Losers |
17 |
|
| Largest Consec. Profit |
$1 578.43 |
|
| Largest Consec. Loss |
-$1 337.66 |
|
| Largest Consec. Profit (%) |
5492.00% |
|
| Largest Consec. Loss (%) |
-408.12% |
|
|
| Trade Series Statistics |
|
|
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
|
| 1 |
791 |
$ 100.11 |
-$ 45.32 |
|
| 2 |
304 |
$ 85.81 |
-$ 50.35 |
|
| 3 |
94 |
$ 94.85 |
-$ 49.04 |
|
| 4 |
49 |
$ 102.97 |
-$ 51.00 |
|
| 5 |
15 |
$ 78.69 |
-$ 44.58 |
|
| 6 |
4 |
$ 64.61 |
-$ 71.33 |
|
| 13 |
1 |
$ 100.98 |
-$ 117.58 |
|
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
|
| 1 |
483 |
-$ 46.85 |
$ 95.69 |
|
| 2 |
316 |
-$ 55.09 |
$ 99.70 |
|
| 3 |
192 |
-$ 54.26 |
$ 109.11 |
|
| 4 |
113 |
-$ 52.11 |
$ 92.49 |
|
| 5 |
60 |
-$ 56.26 |
$ 118.71 |
|
| 6 |
38 |
-$ 51.46 |
$ 103.87 |
|
| 7 |
21 |
-$ 54.71 |
$ 128.61 |
|
| 8 |
12 |
-$ 51.02 |
$ 100.55 |
|
| 9 |
9 |
-$ 55.70 |
$ 126.17 |
|
| 10 |
2 |
-$ 38.71 |
$ 86.17 |
|
| 11 |
4 |
-$ 46.98 |
$ 108.67 |
|
| 12 |
3 |
-$ 42.96 |
$ 104.50 |
|
| 13 |
1 |
-$ 44.60 |
$ 2.42 |
|
| 14 |
1 |
-$ 60.88 |
$ 109.92 |
|
| 16 |
1 |
-$ 37.03 |
$ 307.42 |
|
| 17 |
1 |
-$ 57.29 |
$ 6.17 |
|
|
| Total Trades |
|
|
|
|
|
| Winning Trades |
|
|
|
|
|
| Losing Trades |
|
|
|
|
| Drawdown |
|
|
|
|
| Drawdown P/L |
|
|
|
|
|
| Maximum Adverse Excursion |
|
|
|
|
|
| Maximum Adverse Excursion (%) |
|
|
|
|
| Run-up |
|
|
|
|
| Run-up P/L |
|
|
|
|
|
| Maximum Favorable Excursion |
|
|
|
|
|
| Maximum Favorable Excursion
(%) |
|
|
|
|
|
|
|
|
|
|